GQGPX vs. SCHF
Compare and contrast key facts about GQG Partners Emerging Markets Equity Fund (GQGPX) and Schwab International Equity ETF (SCHF).
GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQGPX or SCHF.
Performance
GQGPX vs. SCHF - Performance Comparison
Returns By Period
In the year-to-date period, GQGPX achieves a 6.54% return, which is significantly higher than SCHF's 4.87% return.
GQGPX
6.54%
-4.82%
-6.73%
14.93%
7.88%
N/A
SCHF
4.87%
-3.32%
-0.82%
11.45%
6.69%
6.07%
Key characteristics
| GQGPX | SCHF | |
|---|---|---|
| Sharpe Ratio | 0.89 | 0.92 |
| Sortino Ratio | 1.24 | 1.33 |
| Omega Ratio | 1.19 | 1.16 |
| Calmar Ratio | 0.77 | 1.46 |
| Martin Ratio | 3.47 | 4.27 |
| Ulcer Index | 4.17% | 2.73% |
| Daily Std Dev | 16.30% | 12.67% |
| Max Drawdown | -34.66% | -34.64% |
| Current Drawdown | -11.36% | -7.58% |
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GQGPX vs. SCHF - Expense Ratio Comparison
GQGPX has a 1.22% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Correlation
The correlation between GQGPX and SCHF is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GQGPX vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and Schwab International Equity ETF (SCHF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GQGPX vs. SCHF - Dividend Comparison
GQGPX's dividend yield for the trailing twelve months is around 2.38%, less than SCHF's 4.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQGPX GQG Partners Emerging Markets Equity Fund | 2.38% | 2.53% | 5.52% | 2.27% | 0.15% | 2.39% | 0.59% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 4.61% | 4.87% | 2.80% | 3.31% | 2.08% | 5.13% | 3.06% | 2.35% | 5.15% | 2.26% | 5.80% | 4.42% |
Drawdowns
GQGPX vs. SCHF - Drawdown Comparison
The maximum GQGPX drawdown since its inception was -34.66%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for GQGPX and SCHF. For additional features, visit the drawdowns tool.
Volatility
GQGPX vs. SCHF - Volatility Comparison
GQG Partners Emerging Markets Equity Fund (GQGPX) has a higher volatility of 8.72% compared to Schwab International Equity ETF (SCHF) at 3.61%. This indicates that GQGPX's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.